Anic Equity¶
'#---------------------------------------------------------#'
Total return since start: 0.55 %¶
'#---------------------------------------------------------#'
Equity now: -----------------------------> 47351.64 Kr¶
Max Equity ever reached: ------------> 48629.89 Kr¶
Portfolio value: --------------------------> 45956.66 Kr¶
PnL: ---------------------------------------> -931.91 Kr¶
DD now: ---------------------------------> -2.629 %¶
Max portfolio DD since start: ----> -13.025 %¶
Updated:¶
'2023-01-26 14:47:56.212414'
Benchmark comparison¶
OMXS30 DJUS NDX DAX W1IDU
Anic Portfolio Holdings¶
| volume | changePercent | value | profit | profitPercent | acquiredValue | |
|---|---|---|---|---|---|---|
| name | ||||||
| HEBA B | 70 | 0.380000 | 2800.000000 | 164.000000 | 6.220000 | 2636.000010 |
| FM Mattsson Mora Group B | 50 | 2.660000 | 3090.000000 | 163.000000 | 5.570000 | 2927.000000 |
| HMS Networks | 2 | 15.990000 | 802.200000 | 129.200000 | 19.200000 | 673.000000 |
| SAAB B | 8 | 1.100000 | 3445.600000 | 68.600000 | 2.030000 | 3377.000000 |
| Samhällsbyggnadsbo. i Norden B | 20 | 1.220000 | 396.800000 | 41.800000 | 11.770000 | 355.000000 |
| MedCap | 2 | -0.430000 | 459.000000 | 38.000000 | 9.030000 | 421.000000 |
| Corem Property Group B | 59 | -0.570000 | 613.600000 | 36.600000 | 6.340000 | 576.999999 |
| Boozt | 12 | 0.860000 | 1682.400000 | 28.400000 | 1.720000 | 1653.999996 |
| Intrum | 4 | 3.920000 | 551.000000 | 24.000000 | 4.550000 | 527.000000 |
| Resurs Holding | 22 | -0.950000 | 596.200000 | 22.200000 | 3.870000 | 573.999998 |
| AcadeMedia | 12 | -1.480000 | 576.960000 | 19.960000 | 3.580000 | 557.000004 |
| Eastnine | 4 | 0.640000 | 505.600000 | 14.600000 | 2.970000 | 491.000000 |
| Swedbank A | 3 | -0.720000 | 575.550000 | 11.550000 | 2.050000 | 564.000000 |
| Fastighetsbolag. Emilshus Pref | 21 | -0.550000 | 572.250000 | 10.250000 | 1.820000 | 562.000005 |
| Securitas B | 6 | 0.170000 | 579.720000 | 9.720000 | 1.710000 | 570.000000 |
| OEM International B | 7 | -0.260000 | 536.200000 | 8.200000 | 1.550000 | 527.999997 |
| Karnov Group | 9 | 0.000000 | 540.900000 | 4.900000 | 0.910000 | 536.000004 |
| Norva24 Group | 16 | 0.060000 | 546.560000 | 3.560000 | 0.660000 | 543.000000 |
| Creaspac SPAC | 6 | 0.520000 | 580.200000 | 3.200000 | 0.550000 | 577.000002 |
| Samhällsbyggnadsbo. i Norden D | 12 | 0.290000 | 248.400000 | 2.400000 | 0.980000 | 246.000000 |
| Coor Service Management Hold. | 8 | -0.150000 | 534.400000 | 2.400000 | 0.450000 | 532.000000 |
| CTEK | 13 | 0.640000 | 532.480000 | -1.520000 | -0.280000 | 533.999999 |
| Nordea Bank Abp | 29 | -0.540000 | 3450.420000 | -3.580000 | -0.100000 | 3453.999992 |
| Handelsbanken A | 5 | -0.320000 | 538.000000 | -8.000000 | -1.470000 | 546.000000 |
| Midsona B | 63 | 1.570000 | 570.150000 | -12.850000 | -2.200000 | 582.999984 |
| Essity B | 2 | -3.790000 | 538.000000 | -36.000000 | -6.270000 | 574.000000 |
| International Petroleum Corp. | 5 | -0.450000 | 550.000000 | -44.570000 | -7.500000 | 594.565215 |
| Vivesto | 1368 | 2.050000 | 544.460000 | -68.540000 | -11.180000 | 612.999432 |
| Essity A | 4 | -3.400000 | 1080.000000 | -69.000000 | -6.010000 | 1149.000000 |
| Sampo Oyj SDB | 7 | -1.190000 | 3769.500000 | -80.500000 | -2.090000 | 3850.000000 |
| Beijer Electronics Group | 26 | -8.770000 | 2865.200000 | -105.800000 | -3.560000 | 2971.000006 |
| Fasadgruppen Group | 35 | 0.190000 | 3640.000000 | -171.000000 | -4.490000 | 3810.999990 |
| OX2 | 18 | 1.480000 | 1423.800000 | -240.200000 | -14.440000 | 1663.999992 |
| Axfood | 13 | -2.870000 | 3473.600000 | -282.400000 | -7.520000 | 3756.000001 |
| Ovzon | 52 | -0.560000 | 2745.600000 | -616.400000 | -18.330000 | 3361.999992 |
| TOTAL | 45954.750000 | -933.820000 | -2.63338% | 46888.564618 |
Updated:¶
'2023-01-26 14:46:59.804986'
None
Last optimization/rebalancing:¶
'2023-01-02'
Next optimization/rebalancing:¶
'2023-02-10'
AVAN-Live vs backtest and OMXSE30 2023¶
Walk forward test results - depending on starting day¶
Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶
